-28.0%
MOD vs TW
+19.3%
-47.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.2% |
| 7D | +16.1% | +3.2% | +12.9% | +17.8% |
| 30D | -38.5% | +19.7% | -58.2% | -33.3% |
| 3M | -46.8% | +26.8% | -73.7% | -41.0% |
| 6M | -61.6% | +20.9% | -82.5% | -57.1% |
| YTD | -20.5% | +22.9% | -43.4% | -12.3% |
| 1Y | -28.0% | +20.4% | -48.4% | -20.3% |
| All | -28.0% | +19.3% | -47.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling